1. Let X1, Xn be i.i.d. random variables with a pdf .... f(x) = = e-(x-0), 10, x > 0, elsewhere for a constant parameter 0. This pdf is called the shifted exponential. (a) Compute the c.d.f. of Y = min(X1, ..., Xn). and investigate the distribution that Yn converges in distribution. (b) Compute the c.d.f. of Zn = n(Y₁-0). Investigate the distribution that Zn converges in distribution.

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1. Let X1, Xn be i.i.d. random variables with a pdf
....
f(x) =
=
e-(x-0),
10,
x > 0,
elsewhere
for a constant parameter 0. This pdf is called the shifted exponential.
(a) Compute the c.d.f. of Y = min(X1, ..., Xn). and investigate the distribution that Yn converges in
distribution.
(b) Compute the c.d.f. of Zn = n(Y₁-0). Investigate the distribution that Zn converges in distribution.
Transcribed Image Text:1. Let X1, Xn be i.i.d. random variables with a pdf .... f(x) = = e-(x-0), 10, x > 0, elsewhere for a constant parameter 0. This pdf is called the shifted exponential. (a) Compute the c.d.f. of Y = min(X1, ..., Xn). and investigate the distribution that Yn converges in distribution. (b) Compute the c.d.f. of Zn = n(Y₁-0). Investigate the distribution that Zn converges in distribution.
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